Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,539.25 |
1,549.50 |
10.25 |
0.7% |
1,543.00 |
High |
1,555.75 |
1,550.75 |
-5.00 |
-0.3% |
1,558.75 |
Low |
1,536.50 |
1,536.50 |
0.00 |
0.0% |
1,540.50 |
Close |
1,549.00 |
1,539.00 |
-10.00 |
-0.6% |
1,553.50 |
Range |
19.25 |
14.25 |
-5.00 |
-26.0% |
18.25 |
ATR |
14.98 |
14.93 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,802,214 |
1,904,151 |
101,937 |
5.7% |
8,574,075 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,584.75 |
1,576.25 |
1,546.75 |
|
R3 |
1,570.50 |
1,562.00 |
1,543.00 |
|
R2 |
1,556.25 |
1,556.25 |
1,541.50 |
|
R1 |
1,547.75 |
1,547.75 |
1,540.25 |
1,545.00 |
PP |
1,542.00 |
1,542.00 |
1,542.00 |
1,540.75 |
S1 |
1,533.50 |
1,533.50 |
1,537.75 |
1,530.50 |
S2 |
1,527.75 |
1,527.75 |
1,536.50 |
|
S3 |
1,513.50 |
1,519.25 |
1,535.00 |
|
S4 |
1,499.25 |
1,505.00 |
1,531.25 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.75 |
1,597.75 |
1,563.50 |
|
R3 |
1,587.50 |
1,579.50 |
1,558.50 |
|
R2 |
1,569.25 |
1,569.25 |
1,556.75 |
|
R1 |
1,561.25 |
1,561.25 |
1,555.25 |
1,565.25 |
PP |
1,551.00 |
1,551.00 |
1,551.00 |
1,553.00 |
S1 |
1,543.00 |
1,543.00 |
1,551.75 |
1,547.00 |
S2 |
1,532.75 |
1,532.75 |
1,550.25 |
|
S3 |
1,514.50 |
1,524.75 |
1,548.50 |
|
S4 |
1,496.25 |
1,506.50 |
1,543.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,558.75 |
1,529.50 |
29.25 |
1.9% |
17.25 |
1.1% |
32% |
False |
False |
2,029,091 |
10 |
1,558.75 |
1,529.50 |
29.25 |
1.9% |
13.75 |
0.9% |
32% |
False |
False |
1,893,489 |
20 |
1,558.75 |
1,476.25 |
82.50 |
5.4% |
16.25 |
1.0% |
76% |
False |
False |
1,047,235 |
40 |
1,558.75 |
1,475.75 |
83.00 |
5.4% |
14.50 |
0.9% |
76% |
False |
False |
525,496 |
60 |
1,558.75 |
1,375.75 |
183.00 |
11.9% |
14.25 |
0.9% |
89% |
False |
False |
350,837 |
80 |
1,558.75 |
1,370.75 |
188.00 |
12.2% |
14.00 |
0.9% |
89% |
False |
False |
263,284 |
100 |
1,558.75 |
1,331.25 |
227.50 |
14.8% |
14.00 |
0.9% |
91% |
False |
False |
210,655 |
120 |
1,558.75 |
1,331.25 |
227.50 |
14.8% |
13.50 |
0.9% |
91% |
False |
False |
175,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,611.25 |
2.618 |
1,588.00 |
1.618 |
1,573.75 |
1.000 |
1,565.00 |
0.618 |
1,559.50 |
HIGH |
1,550.75 |
0.618 |
1,545.25 |
0.500 |
1,543.50 |
0.382 |
1,542.00 |
LOW |
1,536.50 |
0.618 |
1,527.75 |
1.000 |
1,522.25 |
1.618 |
1,513.50 |
2.618 |
1,499.25 |
4.250 |
1,476.00 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,543.50 |
1,543.75 |
PP |
1,542.00 |
1,542.25 |
S1 |
1,540.50 |
1,540.50 |
|